| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
|---|---|---|---|---|---|---|
| 2011 | A Markov Regime-switching ARMA Approach for Hedging Stock Indices | Chen, Chao-Chun; Wen-Jen Tsay | JOURNAL OF FUTURES MARKETS 31(2), 165-191 | |||
| 2006 | The Beveridge-Nelson Decomposition of Markov-Switching Processes | Chen, Chao-Chun; Wen-Jen Tsay | ECONOMICS LETTERS 91(1), 83-89 |
